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Predicting Stock Index Volatility: Can Market Volume Help?
Brooks, C. - In: Journal of forecasting 17 (1998) 1, pp. 59
Persistent link: https://www.econbiz.de/10006920524
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Linear and Non-linear (Non-)Forecastability of High-frequency Exchange Rates
Brooks, C. - In: Journal of forecasting 16 (1997) 2, pp. 125
Persistent link: https://www.econbiz.de/10006925878
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What will be the risk-free rate and benchmark yield curve following European monetary union?
Brooks, C.; Skinner, F. - In: Applied financial economics 10 (2000) 1, pp. 59-70
Persistent link: https://www.econbiz.de/10007681339
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An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
Brooks, C.; Garrett, I.; Hinich, M.J. - In: Applied financial economics 9 (1999) 6, pp. 605-614
Persistent link: https://www.econbiz.de/10007683206
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TESTS OF NON-LINEARITY USING LIFFE FUTURES TRANSACTIONS PRICE DATA
GWILYM, O.AP; BROOKS, C.; CLARE, A.; THOMAS, S. - In: The Manchester School 67 (1999) 2, pp. 167-186
Persistent link: https://www.econbiz.de/10007820483
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Testing for non-linearity in daily sterling exchange rates
Brooks, C. - In: Applied financial economics 6 (1996) 4, pp. 307-318
Persistent link: https://www.econbiz.de/10007623142
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GARCH Modelling in Finance: A Review of the Software Options
Brooks, C. - In: The economic journal : the journal of the Royal … 107 (1997) 443, pp. 1271-1275
Persistent link: https://www.econbiz.de/10007546633
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The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market
Brooks, C.; Henry, O T. - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 487-508
Persistent link: https://www.econbiz.de/10006438091
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Cross-correlations and cross-bicorrelations in Sterling exchange rates
Brooks, C.; Hinich, M.J. - In: Journal of empirical finance 6 (1999) 4, pp. 385-404
Persistent link: https://www.econbiz.de/10007244748
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A comparison of extreme value theory approaches for determining value at risk
Brooks, C.; Clare, A.D.; Dalle Molle, J.W.; Persand, G. - In: Journal of empirical finance 12 (2005) 2, pp. 339
Persistent link: https://www.econbiz.de/10007228384